VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X VBI) OPEN INTEREST: 10,297
COMMITMENTS
7,388 905 617 299 7,817 8,304 9,339 1,993 958
CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST: -302)
695 138 -375 -165 -221 155 -458 -457 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.7 8.8 6.0 2.9 75.9 80.6 90.7 19.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 5 9 4 5 35 16
Updated April 1, 2005